Over 2012 to 2025 (14 years of data), BOSSDEEUR has tended to move short between 14.08 and 19.09, closing higher in 85.7% of those years for an average +4.12% move and an annualized Sharpe of 2.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 19.09 | Short | 85.7% | +4.12% | 2.54 | 14 |
| 14.08 → 18.09 | Short | 85.7% | +3.57% | 2.41 | 14 |
| 14.08 → 05.09 | Short | 85.7% | +2.96% | 3.67 | 14 |
| 12.08 → 05.09 | Short | 85.7% | +2.84% | 3.07 | 14 |
| 14.08 → 02.10 | Short | 78.6% | +6.12% | 1.96 | 14 |
| 12.08 → 02.10 | Short | 78.6% | +5.99% | 1.80 | 14 |
| 14.08 → 01.10 | Short | 78.6% | +5.96% | 1.94 | 14 |
| 14.08 → 03.10 | Short | 78.6% | +5.96% | 1.88 | 14 |